Access Statistics for Venus Khim-Sen Liew

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Non-parametric Bootstrap Simulation Study in ESTAR (1) Model 0 0 2 298 1 1 15 1,459
A complementary test for ADF test with an application to the exchange rates returns 0 0 2 225 1 1 27 1,230
An Empirical Investigation of Purchasing Power Parity for a Transition Economy - Cambodia 0 1 2 31 0 2 13 95
Are Asian Real Exchange Rates Stationary? 0 1 3 405 1 4 13 998
Are Non-Linear Dynamics a Universal Occurrence? Further Evidence From Asian Stock Markets 0 0 0 191 3 5 11 566
CAUSAL RELATIONSHIPS BETWEEN EXCHANGE RATES AND STOCK PRICES IN MALAYSIA AND THAILAND DURING THE 1997 CURRENCY CRISIS TURMOIL 0 6 11 894 5 17 54 2,485
Calendar anomalies in the Malaysian stock market 0 2 6 337 1 4 17 1,034
Day-of-the-week effects in selected East Asian stock markets 0 3 20 180 3 11 66 525
Does Fisher hypothesis hold for the East Asian Economies? an application of panel unit root tests 1 1 4 55 2 3 17 143
Does Hysteresis in Unemployment Occur in OECD Countries? Evidence from Parametric and Non-Parametric Panel Unit Roots Tests 2 3 3 85 3 5 21 264
Early warning indicator of economic vulnerability 0 5 16 96 5 10 31 154
Effects of ARCH Errors on Autoregressive Lag Length Selection Criteria 0 0 0 0 1 1 7 324
Effects of STAR and TAR types nonlinearities on order selection criteria 0 0 1 209 0 0 8 720
Exchange Rate and Trade Balance Relationship: The Experience of ASEAN Countries 5 11 45 2,166 13 45 165 7,282
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 0 3 273 2 5 14 1,183
Exchange Rate – Relative Price Relationship: Nonlinear Evidence from Malaysia 0 1 2 302 4 8 19 1,594
Exchange Rates Forecasting Model: An Alternative Estimation Procedure 0 0 5 1,656 1 3 14 4,340
Export-led Growth Hypothesis in Malaysia: An Application of Two- Stage Least Square Technique 2 4 17 1,189 6 14 57 3,226
Financial Development and Economic Growth in Malaysia: The Stock Market Perspective 4 13 64 2,967 23 52 238 10,600
Fisher hypothesis: East Asian evidence from panel unit root tests 0 0 1 95 0 0 17 206
Forecasting Performance of Logistic STAR Exchange Rate Model: The Original and Reparameterised Versions 1 2 3 419 3 4 13 1,334
Forecasting malaysian business cycle movement: empirical evidence from composite leading indicator 3 19 37 158 23 63 205 716
Forecasting performance of Logistic STAR exchange rate model: The original and reparameterised versions 0 0 2 95 2 3 11 519
GARCH Diagnosis with Portmanteau Bicorrelation Test: An Application on the Malaysia's Stock Market 0 2 17 467 1 9 46 1,464
How Well the Ringgit-Yen Rate Fits the Non-linear Smooth Transition Autoregressive and Linear Autoregressive Models 0 0 1 183 2 11 21 883
Income convergence: fresh evidence from the Nordic countries 1 1 3 45 3 3 9 137
Income convergence? Evidence of non-linearity in the East Asian Economies: A comment 1 1 2 89 1 4 15 255
International Diversification Benefits in ASEAN Stock Markets: a Revisit 0 3 6 573 2 6 16 2,151
Is Money Neutral In Stock Market? The Case of Malaysia 0 2 6 63 1 5 18 176
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 0 0 2 73 1 2 6 196
Linearity and stationarity of G7 government bond returns 0 1 1 15 1 2 6 71
Linearity and stationarity of South Asian real exchange rates 1 2 3 96 2 5 13 256
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian Countries 0 0 0 74 1 1 13 212
Macroeconomic Determinants of Direct Investment Abroad of Singapore 0 2 9 20 2 15 44 93
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 3 10 182 3 13 41 478
Monetary exchange rate model: supportive evidence from nonlinear testing procedures 1 1 3 120 1 1 12 298
Nonlinear Mean Reversion in Real Exchange Rates: Evidence from the ASEAN-5 0 0 2 201 3 5 13 484
ON THE FORECASTABILITY OF ASEAN-5 STOCK MARKETS RETURNS USING TIME SERIES MODELS 0 0 2 481 2 4 10 1,082
On Autoregressive Order Selection Criteria 0 0 3 595 1 2 20 1,645
On Singaporean Dollar and Purchasing Power Parity 0 0 2 95 1 1 11 541
On Singaporean Dollar and Purchasing Power Parity 0 0 0 236 3 4 18 1,534
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 2 268 0 0 12 1,843
On Singaporean Dollar-U.S. Dollar and Purchasing Power Parity 0 0 0 162 6 12 37 1,595
Purchasing Power Parity (PPP) in a Transition Economy - Cambodia: Empirical Evidence from Bilateral Exchange Rates 0 2 7 52 0 6 34 184
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 4 9 0 4 16 44
Real interest rate parity: evidence from East Asian economies relative to China 0 2 4 179 5 11 27 572
Real interest rates equalization: The case of Malaysia and Singapore 0 0 3 205 2 2 11 1,001
Revisiting the Performance of MACD and RSI Oscillators 0 1 12 17 2 5 35 45
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 8 12 83 8 31 49 268
Selected Macroeconomic Determinants of Foreign Direct Investment Outflow of Singapore 1 4 11 96 6 13 50 344
Testing for Non-Linearity in ASEAN Financial Markets 0 0 0 275 2 3 11 704
Testing nonlinear convergence in Malaysia,1965-2003 0 0 3 61 2 5 12 157
The Performance of AICC as an Order Selection Criterion in ARMA Time Series Models 1 2 5 400 4 13 42 1,401
The Predictability of ASEAN-5 Exchange Rates 1 1 4 360 5 5 19 1,018
The Validity of PPP Revisited: An Application of Non-linear Unit Root Test 0 0 0 297 1 2 12 773
The real interest rate differential: international evidence based on nonlinear unit root tests 1 2 3 167 5 6 22 676
Time series modelling and forecasting of Sarawak black pepper price 0 2 9 156 6 22 66 771
Value Creation and Long Term Performance of Hong Kong Spinoffs 0 0 0 0 0 1 6 221
Weak-form Efficient Market Hypothesis, Behavioural Finance and Episodic Transient Dependencies: The Case of the Kuala Lumpur Stock Exchange 2 2 11 1,585 4 17 92 7,429
Total Working Papers 29 116 411 20,306 192 512 1,938 71,999


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical investigation of purchasing power parity for a transition economy - Cambodia 0 1 3 63 1 6 18 199
Applied International Business Conference 2008 0 0 0 0 0 0 1 11
Are Asian real exchange rates stationary? 0 0 0 124 2 4 13 393
Are Sectoral Outputs in Pakistan Led by Energy Consumption? 0 1 15 64 1 4 35 157
Assessing the Forecastibility of ESTAR Model: Some Evidence from Ringgit/Yen Rate 0 0 0 0 2 3 11 274
Asymmetry dynamics in real exchange rates: New results on East Asian currencies 0 2 5 28 1 4 14 78
Autoregressive Lag Length Selection Criteria in the Presence of ARCH Errors 0 1 7 22 7 9 35 139
Day-of-the-week effects in Selected East Asian stock markets 1 1 4 13 5 7 20 54
Does Fisher Hypothesis Hold for the East Asian Economies? An Application of Panel Unit Root Tests 0 0 1 31 2 3 5 68
Does the US IT stock market dominate other IT stock markets: Evidence from multivariate GARCH model 0 0 0 3 0 1 11 41
Estimation of the Autoregressive Order in the Presence of Measurement Errors 0 0 2 6 1 2 7 23
Exchange Rate – Relative Price Nonlinear Cointegration Relationship in Malaysia 0 1 1 6 3 6 16 44
Forecasting Performance of Exponential Smooth Transition Autoregressive Exchange Rate Models 1 3 3 220 3 7 12 693
Impact of foreign direct investment volatility on economic growth of asean-5 countries 5 17 52 279 13 41 153 670
Income Divergence? Evidence of Non-linearity in the East Asian Economies 0 2 3 6 2 5 13 30
Income convergence: fresh evidence from the Nordic countries 1 1 1 15 3 3 7 64
India-ASEAN-5 Economic Integration: Impact of Liberalization 0 0 0 0 2 5 14 528
International Conference in Economics and Finance 2005 (ICEF 2005) 0 0 0 0 1 1 2 10
Is There Any International Diversification Benefits in ASEAN Stock Markets? 1 1 11 77 5 6 37 281
Is money neutral in stock market? The case of Malaysia 0 2 5 79 0 3 21 247
Is there a nonlinear long-run relation in the U.S. interest rate and inflation? 0 2 11 61 1 4 23 137
Linear and nonlinear monetary approaches to the exchange rate of the Philippines peso-Japanese yen 1 1 3 39 3 4 15 143
Linearity and Stationarity of South Asian Real Exchange Rates 0 0 0 0 1 2 9 104
Linearity and stationarity of G7 government bond returns 0 1 6 40 2 3 14 127
Long-run validity of purchasing power parity and rank tests for cointegration for Central Asian countries 1 2 5 23 1 2 9 89
MONEY DEMAND IN MALAYSIA: FURTHER EMPIRICAL EVIDENCE 0 0 0 7 4 19 35 630
Monetary Model of Exchange Rate for Thailand: Long-run Relationship and Monetary Restrictions 0 0 4 56 1 1 7 132
NEW EVIDENCE ON THE OUTPUT-INFLATION TRADE-OFF FROM ASEAN-5 ECONOMIES 0 0 0 0 1 1 9 237
Non-linearities in Real Interest Rate Parity: Evidence from OECD and Asian Developing Economies 1 2 3 19 3 6 9 77
Nonlinear Adjustment of ASEAN-5 Real Exchange Rates: Symmetrical or Asymmetrical? 0 0 0 6 0 2 7 34
Nonlinear Adjustment towards Purchasing Power Parity in ASEAN Exchange Rates 0 0 0 0 3 5 11 322
Nonlinear mean reversion in stock prices: evidence from Asian markets 0 0 2 86 3 4 18 295
On the application of the rank tests for nonlinear cointegration to PPP: The case of Papua New Guinea 0 1 12 35 1 4 29 102
Purchasing power parity in Asian economies: further evidence from rank tests for cointegration 0 0 1 30 2 5 25 141
Real Interest Rates Equalization: The Case of Malaysia and Singapore 0 0 0 4 1 4 13 320
Real interest rate parity in the ASEAN-5 countries: a nonlinear perspective 0 0 1 31 3 4 8 111
Revisiting Purchasing Power Parity for Central Asian Countries Using Threshold Cointegration Tests 0 0 4 100 3 3 17 251
Revisiting the Performance of MACD and RSI Oscillators 1 7 32 38 3 22 99 125
Statistical Inadequacy of GARCH Models for Asian Stock Markets 0 0 1 1 0 0 6 7
THE REAL INTEREST RATE DIFFERENTIAL: INTERNATIONAL EVIDENCE BASED ON NON-LINEAR UNIT ROOT TESTS 0 0 2 51 1 2 9 201
Testing rational expectations hypothesis in the manufacturing sector in Malaysia 0 1 3 11 1 3 11 36
The inadequacy of linear autoregressive model for real exchange rates: empirical evidence from Asian economies 0 1 2 133 2 4 19 590
Time series test of nonlinear convergence and transitional dynamics 0 2 7 57 5 8 22 161
Which Lag Length Selection Criteria Should We Employ? 16 54 178 285 70 253 807 1,280
Total Journal Articles 29 107 390 2,149 169 485 1,676 9,656


Statistics updated 2015-07-02